/// <summary>
/// Enters Bar Into File
/// </summary>
private void WriteBarDataToCsvFile(DetailBar newBar)
{
try
{
using (StreamWriter sw = File.AppendText(CreateDirectoryPathForBarObject(newBar.Security.Symbol, newBar, newBar.MarketDataProvider) + "\\" + newBar.DateTime.ToString("yyyyMMdd") + ".txt"))
{
var bar = (Bar)newBar;
sw.Write(bar.Close);
sw.Write(",");
sw.Write(bar.Open);
sw.Write(",");
sw.Write(bar.High);
sw.Write(",");
sw.Write(bar.Low);
sw.Write(",");
sw.Write(bar.Volume);
sw.Write(",");
sw.Write(bar.Security.Symbol);
sw.Write(",");
sw.Write(bar.DateTime);
sw.Write(",");
sw.Write(bar.MarketDataProvider);
sw.Write(Environment.NewLine);
}
}
catch (Exception exception)
{
Logger.Error(exception, _oType.FullName, "WriteBarDataToFile");
}
}
/// <summary>
/// Initializes the metadata key/value pairs.
/// </summary>
protected virtual void InitializeMetadata()
{
// This will create elements for all the metadata key/value pairs that is displayed in the DetailsBar.
this.metadataField.Add(DetailBar.CreateMetadataElement("Date modified:", this, DetailBar.CreateDateTimeMetadataValue("ModifiedTime")));
this.metadataField.Add(DetailBar.CreateMetadataElement("Date Created:", this, DetailBar.CreateDateTimeMetadataValue("CreatedTime")));
this.metadataField.Add(DetailBar.CreateMetadataElement("Filled Orders:", this, DetailBar.CreateInt32MetadataValue("FilledOrderCount")));
this.metadataField.Add(DetailBar.CreateMetadataElement("New Orders:", this, DetailBar.CreateInt32MetadataValue("NewOrderCount")));
this.metadataField.Add(DetailBar.CreateMetadataElement("Partial Orders:", this, DetailBar.CreateInt32MetadataValue("PartialOrderCount")));
this.metadataField.Add(DetailBar.CreateMetadataElement("Total Working Orders:", this, DetailBar.CreateInt32MetadataValue("WorkingOrderCount")));
this.metadataField.Add(DetailBar.CreateMetadataElement("Ordered:", this, DetailBar.CreateProgressMetadataValue("OrderedPercent", 0.0, 1.0)));
this.metadataField.Add(DetailBar.CreateMetadataElement("Executed:", this, DetailBar.CreateProgressMetadataValue("ExecutedPercent", 0.0, 1.0)));
}
/// <summary>
/// Writes given data into required files
/// </summary>
/// <param name="data">Data to be writen in file</param>
/// <param name="symbol">Symbol</param>
/// <param name="newBar">Contains Bar info</param>
/// <param name="provider">name of market data provider to be used</param>
public static void WriteData(string data, string symbol, DetailBar newBar, string provider = "Blackwood")
{
try
{
using (StreamWriter sw = File.AppendText(CreateDirectoryPathForBarObject(symbol, newBar, provider) + "\\" + newBar.DateTime.ToString("yyyyMMdd") + ".txt"))
{
sw.Write(data);
sw.Write(Environment.NewLine);
}
}
catch (Exception exception)
{
Logger.Error(exception, _type.FullName, "WriteData");
}
}
/// <summary>
/// Takes an bar Object and maps it onto DetailBar Object
/// </summary>
/// <param name="bar"></param>
/// <returns></returns>
public DetailBar ChangeBarToDetailBar(Bar bar)
{
try
{
DetailBar detailBar = new DetailBar(bar);
var request = BarDataRequests.Single(x => x.Id == detailBar.RequestId);
detailBar.PipSize = request.PipSize;
detailBar.BarFormat = request.BarFormat;
detailBar.BarLength = request.BarLength;
detailBar.BarPriceType = request.BarPriceType;
return(detailBar);
}
catch (Exception exception)
{
Logger.Error(exception, _oType.FullName, "ChangeBarToDetailBar");
return(null);
}
}
/// <summary>
/// Creates Missing Directories and place returns proper
/// path of file depending on dataType and symbol
/// </summary>
/// <param name="symbol"></param>
/// <param name="detailBar"> </param>
/// <param name="dataProvider"> </param>
/// <returns></returns>
private static string CreateDirectoryPathForBarObject(string symbol, DetailBar detailBar, string dataProvider)
{
try
{
// The folder for the roaming current user
string folder = Environment.GetFolderPath(Environment.SpecialFolder.ApplicationData);
// Combine the base folder with your specific folder....
string specificFolder = Path.Combine(folder, "DataDownloader");
string[] directories =
{
specificFolder + "\\" + dataProvider,
specificFolder + "\\" + dataProvider + "\\" + symbol,
specificFolder + "\\" + dataProvider + "\\" + symbol + "\\BAR",
specificFolder + "\\" + dataProvider + "\\" + symbol + "\\BAR" + "\\" + detailBar.BarFormat,
specificFolder + "\\" + dataProvider + "\\" + symbol + "\\BAR" + "\\" + detailBar.BarFormat + "\\" + detailBar.BarPriceType,
specificFolder + "\\" + dataProvider + "\\" + symbol + "\\BAR" + "\\" + detailBar.BarFormat + "\\" + detailBar.BarPriceType + "\\" + detailBar.BarLength,
specificFolder + "\\" + dataProvider + "\\" + symbol + "\\BAR" + "\\" + detailBar.BarFormat + "\\" + detailBar.BarPriceType + "\\" + detailBar.BarLength + "\\" + DateTime.Now.Year.ToString(CultureInfo.InvariantCulture),
specificFolder + "\\" + dataProvider + "\\" + symbol + "\\BAR" + "\\" + detailBar.BarFormat + "\\" + detailBar.BarPriceType + "\\" + detailBar.BarLength + "\\" + DateTime.Now.Year.ToString(CultureInfo.InvariantCulture) + "\\" + DateTime.Now.Month.ToString(CultureInfo.InvariantCulture)
};
foreach (string path in directories)
{
if (!Directory.Exists(path))
{
Directory.CreateDirectory(path);
}
}
if (Logger.IsDebugEnabled)
{
Logger.Debug(directories[directories.Length - 1] + "\\" + DateTime.Now.ToString("yyyyMMdd"), _type.FullName,
"CreateDirectoryPath");
}
return(directories[directories.Length - 1]);
}
catch (Exception exception)
{
Logger.Error(exception, _type.FullName, "CreateDirectoryPath");
return(null);
}
}
/// <summary>
/// Creates Missing Directories and place returns proper
/// path of file depending on dataType and symbol
/// </summary>
/// <param name="symbol"></param>
/// <param name="detailBar"> </param>
/// <param name="dataProvider"> </param>
/// <returns></returns>
private string CreateDirectoryPathForBarObject(string symbol, DetailBar detailBar, string dataProvider)
{
try
{
string[] directories =
{
_specificFolder + "\\" + dataProvider,
_specificFolder + "\\" + dataProvider + "\\" + symbol,
_specificFolder + "\\" + dataProvider + "\\" + symbol + "\\BAR",
_specificFolder + "\\" + dataProvider + "\\" + symbol + "\\BAR" + "\\" + detailBar.BarFormat,
_specificFolder + "\\" + dataProvider + "\\" + symbol + "\\BAR" + "\\" + detailBar.BarFormat + "\\" + detailBar.BarPriceType,
_specificFolder + "\\" + dataProvider + "\\" + symbol + "\\BAR" + "\\" + detailBar.BarFormat + "\\" + detailBar.BarPriceType + "\\" + detailBar.BarLength,
_specificFolder + "\\" + dataProvider + "\\" + symbol + "\\BAR" + "\\" + detailBar.BarFormat + "\\" + detailBar.BarPriceType + "\\" + detailBar.BarLength + "\\" + DateTime.Now.Year.ToString(CultureInfo.InvariantCulture),
_specificFolder + "\\" + dataProvider + "\\" + symbol + "\\BAR" + "\\" + detailBar.BarFormat + "\\" + detailBar.BarPriceType + "\\" + detailBar.BarLength + "\\" + DateTime.Now.Year.ToString(CultureInfo.InvariantCulture) + "\\" + DateTime.Now.Month.ToString(CultureInfo.InvariantCulture)
};
foreach (string path in directories)
{
if (!Directory.Exists(path))
{
Directory.CreateDirectory(path);
}
}
if (Logger.IsInfoEnabled)
{
Logger.Info(directories[directories.Length - 1] + "\\" + DateTime.Now.ToString("yyyyMMdd"), _oType.FullName,
"CreateDirectoryPath");
}
return(directories[directories.Length - 1] + "\\" + detailBar.DateTime.ToString("yyyyMMdd"));
}
catch (Exception exception)
{
Logger.Error(exception, _oType.FullName, "CreateDirectoryPath");
return(null);
}
}
static void Main(string[] args)
{
try
{
String docPath = Environment.GetFolderPath(Environment.SpecialFolder.MyDocuments) + @"\eSignal Files";
if (Directory.Exists(docPath))
{
var directory = new DirectoryInfo(docPath);
//foreach (FileInfo file in directory.GetFiles("*.xlsx"))
//{
// ConvertExcelToCsv(file);
//}
foreach (FileInfo file in directory.GetFiles("*.xlsx"))
{
var dataSet = ReadFromExcelFile(file);
if (dataSet == null)
{
return;
}
int rowNo = 1;
while (rowNo < dataSet.Tables[0].Rows.Count)
{
string data = string.Empty;
for (int i = 0; i < dataSet.Tables[0].Columns.Count; i++)
{
data += dataSet.Tables[0].Rows[rowNo][i].ToString() + ",";
}
string dataConverted = BarConverter.ConvertBars(data, file.Name.Split('.')[0]);
DetailBar detailBar = new DetailBar(new Bar(""));
detailBar.DateTime = DateTime.ParseExact(dataConverted.Split(',')[6],
"M/d/yyyy h:mm:ss tt",
CultureInfo.InvariantCulture);
detailBar.BarFormat = BarFormat.TIME;
detailBar.BarPriceType = BarPriceType.LAST;
detailBar.BarLength = 60;
FileWriter.WriteData(dataConverted, file.Name.Split('.')[0], detailBar);
rowNo++;
}
}
//foreach (FileInfo file in directory.GetFiles("*.csv"))
//{
// FileStream fileStream = new FileStream(file.FullName, FileMode.Open, FileAccess.Read, FileShare.None);
// StreamReader streamReader = new StreamReader(fileStream);
// string dataRead = streamReader.ReadLine();
// while ((dataRead = streamReader.ReadLine()) != null)
// {
// string dataConverted = BarConverter.CovertBars(dataRead, file.Name);
// DetailBar detailBar= new DetailBar(new Bar(""));
// detailBar.BarFormat = BarFormat.TIME;
// detailBar.BarPriceType = BarPriceType.LAST;
// detailBar.BarLength = 62;
// FileWriter.WriteData(dataConverted, file.Name, detailBar);
// }
// streamReader.Close();
// fileStream.Close();
//}
}
}
catch (Exception exception)
{
Logger.Error(exception, _type.FullName, "Main");
}
}
/// <summary>
/// Initializes the metadata key/value pairs.
/// </summary>
void InitializeMetadata()
{
// This will create elements for all the metadata key/value pairs that is displayed in the DetailsBar.
this.metadata.Add(DetailBar.CreateMetadataElement("Date modified:", this, DetailBar.CreateDateTimeMetadataValue("ModifiedTime")));
}
